Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 1'783'600 | 1'783'600 | 1'783'600 | 1'783'600 | 838'997 CHF | 856'833 CHF | 100.00% | 100.00% |
24.07.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 1'774'900 | 1'774'900 | 1'774'900 | 1'774'900 | 866'332 CHF | 884'081 CHF | 99.81% | 99.81% |
23.07.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 1'695'400 | 1'695'400 | 1'695'400 | 1'695'400 | 859'353 CHF | 876'307 CHF | 100.00% | 100.00% |
22.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 1'730'100 | 1'730'100 | 1'730'100 | 1'730'100 | 884'664 CHF | 901'965 CHF | 100.00% | 100.00% |
19.07.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 1'841'000 | 1'841'000 | 1'841'000 | 1'841'000 | 923'012 CHF | 941'422 CHF | 100.00% | 100.00% |
18.07.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 1'809'800 | 1'809'800 | 1'809'800 | 1'809'800 | 890'823 CHF | 908'921 CHF | 100.00% | 100.00% |
17.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 1'785'700 | 1'785'700 | 1'779'760 | 1'779'760 | 870'780 CHF | 888'637 CHF | 100.00% | 100.00% |
16.07.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 1'695'000 | 1'695'000 | 1'694'510 | 1'694'510 | 846'054 CHF | 863'004 CHF | 100.00% | 100.00% |
15.07.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 1'647'400 | 1'647'400 | 1'647'400 | 1'647'400 | 873'106 CHF | 889'580 CHF | 100.00% | 100.00% |
12.07.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 1'713'400 | 1'713'400 | 1'713'400 | 1'713'400 | 933'993 CHF | 951'127 CHF | 100.00% | 100.00% |